+40.4%
PL vs EXEL
+179.8%
-139.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.7% |
| 7D | +22.3% | +1.6% | +20.6% | +21.9% |
| 30D | -8.3% | +17.4% | -25.7% | -12.2% |
| 3M | -43.3% | +38.6% | -81.9% | -48.2% |
| 6M | -65.8% | +41.2% | -107.0% | -69.2% |
| YTD | -29.5% | +59.3% | -88.9% | -38.5% |
| 1Y | +11.7% | +60.2% | -48.5% | -2.7% |
| 3Y | +540.6% | +232.6% | +308.0% | +349.5% |
| 5Y | +32.9% | +285.9% | -253.0% | -8.7% |
| All | +40.4% | +179.8% | -139.4% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling